Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48927.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44758.12 Kr¶

PnL: ---------------------------------------> -189.88 Kr¶

DD now: ---------------------------------> -7.894 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:46:48.145385'

Anic Portfolio¶

This Week¶

Return: -0.763 %¶

Total portfolio value¶

Return including deposits: 60.175 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.270000 1662.120000 194.580000 13.260000 1467.540000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
Orrön Energy 180 0.440000 2049.300000 11.700000 0.570000 2037.600000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
JM 6 1.110000 871.800000 9.600000 1.110000 862.200000
Atrium Ljungberg B 5 1.020000 942.500000 9.500000 1.020000 933.000000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax B 4 0.800000 858.800000 6.800000 0.800000 852.000000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Gränges 9 0.390000 929.700000 3.600000 0.390000 926.100000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Clas Ohlson B 12 0.000000 970.800000 0.000000 0.000000 970.800000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
AcadeMedia 8 -0.500000 400.800000 -0.400000 -0.100000 401.200000
Hexatronic Group 12 -0.170000 962.880000 -1.680000 -0.170000 964.560000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
Sedana Medical 93 -0.150000 2511.000000 -3.720000 -0.150000 2514.720000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Addnode Group B 11 -0.540000 913.550000 -4.950000 -0.540000 918.500000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
Byggmax Group 33 -0.760000 947.100000 -7.260000 -0.760000 954.360000
SKF B 5 -0.850000 930.000000 -8.000000 -0.850000 938.000000
OX2 13 -1.580000 932.750000 -14.950000 -1.580000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.300000 818.400000 -36.800000 -4.300000 855.200000
Vitec Software Group B 2 -3.780000 1043.000000 -41.000000 -3.780000 1084.000000
Indutrade 5 -4.080000 1165.000000 -49.500000 -4.080000 1214.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
Hexagon B 26 -1.620000 3395.600000 -55.900000 -1.620000 3451.500000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 44758.330000 -189.670000 -7.89366% 44948.000000

Updated:¶

'2023-07-03 15:46:29.556186'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶